Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303102.0246 | 219863.4255 | 83238.5991 | 38602.4988 | 65576.1843 | -26973.6855 |
Total P&L (%) | 303.102 | 219.8634 | 83.2386 | 38.6025 | 65.5762 | -26.9737 |
Avg Daily Profit (%) | 0.2965 | 0.215 | 0.0814 | 0.0319 | 0.0493 | -0.0307 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124325 | -157338 | -85594 | -291146 | -214958 | -209939 |
Profit Factor | 1.2667 | 1.3532 | 1.1619 | 1.0202 | 1.0645 | 0.9697 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 151 | 71 | 80 | 151 | 71 | 80 |
Losing Trades | 171 | 90 | 81 | 171 | 90 | 81 |
Profitability (%) | 46.8944 | 44.0994 | 49.6894 | 46.8944 | 44.0994 | 49.6894 |
Ratio Avg Win / Avg Loss | 1.4345 | 1.7154 | 1.1765 | 1.1554 | 1.3494 | 0.9818 |
Largest Winning Trade | 186371 | 186371 | 28361 | 104629 | 104629 | 38057 |
Largest Losing Trade | -33908 | -32052 | -33908 | -65426 | -59225 | -65426 |
Avg Bars in Trades | 37 | 39 | 36 | 37 | 39 | 36 |
Avg Bars in Winners | 42 | 43 | 41 | 42 | 43 | 41 |
Avg Bars in Losers | 33 | 35 | 30 | 33 | 35 | 30 |
Bars Traded | 12096 | 6289 | 5806 | 12096 | 6289 | 5806 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316872 | 261476 | -126481 | -350359 | -278916 | -580610 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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